Trading Metrics calculated at close of trading on 20-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,744.62 |
12,837.10 |
92.48 |
0.7% |
12,553.81 |
High |
12,898.94 |
12,877.18 |
-21.76 |
-0.2% |
12,774.70 |
Low |
12,744.47 |
12,744.92 |
0.45 |
0.0% |
12,398.48 |
Close |
12,837.33 |
12,824.39 |
-12.94 |
-0.1% |
12,767.17 |
Range |
154.47 |
132.26 |
-22.21 |
-14.4% |
376.22 |
ATR |
156.14 |
154.43 |
-1.71 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,212.28 |
13,150.59 |
12,897.13 |
|
R3 |
13,080.02 |
13,018.33 |
12,860.76 |
|
R2 |
12,947.76 |
12,947.76 |
12,848.64 |
|
R1 |
12,886.07 |
12,886.07 |
12,836.51 |
12,850.79 |
PP |
12,815.50 |
12,815.50 |
12,815.50 |
12,797.85 |
S1 |
12,753.81 |
12,753.81 |
12,812.27 |
12,718.53 |
S2 |
12,683.24 |
12,683.24 |
12,800.14 |
|
S3 |
12,550.98 |
12,621.55 |
12,788.02 |
|
S4 |
12,418.72 |
12,489.29 |
12,751.65 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,775.44 |
13,647.53 |
12,974.09 |
|
R3 |
13,399.22 |
13,271.31 |
12,870.63 |
|
R2 |
13,023.00 |
13,023.00 |
12,836.14 |
|
R1 |
12,895.09 |
12,895.09 |
12,801.66 |
12,959.05 |
PP |
12,646.78 |
12,646.78 |
12,646.78 |
12,678.76 |
S1 |
12,518.87 |
12,518.87 |
12,732.68 |
12,582.83 |
S2 |
12,270.56 |
12,270.56 |
12,698.20 |
|
S3 |
11,894.34 |
12,142.65 |
12,663.71 |
|
S4 |
11,518.12 |
11,766.43 |
12,560.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,898.94 |
12,497.66 |
401.28 |
3.1% |
139.36 |
1.1% |
81% |
False |
False |
|
10 |
12,898.94 |
12,398.44 |
500.50 |
3.9% |
155.30 |
1.2% |
85% |
False |
False |
|
20 |
12,898.94 |
12,035.09 |
863.85 |
6.7% |
162.61 |
1.3% |
91% |
False |
False |
|
40 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
147.66 |
1.2% |
61% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
145.17 |
1.1% |
61% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
134.38 |
1.0% |
61% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
128.94 |
1.0% |
61% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
127.48 |
1.0% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,439.29 |
2.618 |
13,223.44 |
1.618 |
13,091.18 |
1.000 |
13,009.44 |
0.618 |
12,958.92 |
HIGH |
12,877.18 |
0.618 |
12,826.66 |
0.500 |
12,811.05 |
0.382 |
12,795.44 |
LOW |
12,744.92 |
0.618 |
12,663.18 |
1.000 |
12,612.66 |
1.618 |
12,530.92 |
2.618 |
12,398.66 |
4.250 |
12,182.82 |
|
|
Fisher Pivots for day following 20-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,819.94 |
12,815.45 |
PP |
12,815.50 |
12,806.50 |
S1 |
12,811.05 |
12,797.56 |
|